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A Beta-return Efficient Portfolio Optimisation Following the CAPM by Markus Vollmer
A Beta-return Efficient Portfolio Optimisation Following the CAPM by Markus Vollmer
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A Beta-return Efficient Portfolio Optimisation Following the CAPM

An Analysis of International Markets and Sectors
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Description

Investors are trying to generate excess returns through active investment strategies. Since the outbreak of the financial crisis, investors face a situation where increased risks are accompanied by falling key interest rates. An optimal portfolio in terms of risk and return becomes a perpetual motion machine. Markus Vollmer answers the question how the seemingly impossible could still be achieved by an empirical analysis of historical data of 1’800 stocks listed at equity markets in 24 countries covering all 19 super sectors. The author offers valid and reliable findings by using the previously mentioned data proxy. He reveals purposefully the need for further research and simultaneously he derives specific and applicable guidelines for the design of investment strategies which are extremely exciting for both the institutional expert and the private investor.

Author Biography:

In addition to his lectureship for investment, corporate finance and risk management at the University of Applied Sciences in Stuttgart (HFT Stuttgart), Markus Vollmer presides over the controlling department at a medium-sized company.
Release date NZ
July 30th, 2014
Audience
  • Professional & Vocational
Illustrations
22 Illustrations, black and white; XIV, 124 p. 22 illus.
Pages
124
Dimensions
148x210x8
ISBN-13
9783658066338
Product ID
22566913

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